0.04Open0.02Pre Close53 Volume6.60K Open Interest36.00Strike Price261.00Turnover43.45%IV5.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0879Delta0.1277Gamma684.60Leverage Ratio-0.0341Theta0.0002Rho60.21Eff Leverage0.0046Vega